Search results for: usual stochastic order

Authors: Lisseth Rojas Barreto, Carlos Muñoz Hernández

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The COVID-19 pandemic led to many abrupt changes, including a prolonged lockdown, which brought about work and personal challenges to the population worldwide. Among the most affected populations are women who are workers and housewives at the same time, and especially those who are also parenting. These women were faced with the challenge to perform their usual varied roles during the lockdown from the same physical space, which inevitably had strong repercussions for each of them. This paper will present some results of a research study whose main objective was to examine the possible effects that the COVID-19 pandemic lockdown may have caused in the work, social, family, and personal environments of female English teachers who are also housewives and, by extension in the teaching and learning processes that they lead. Participants included five female English language teachers of a public foreign language school, they are all married, and two of them have children. Similarly, we examined some of the coping strategies these teachers used to tackle the pandemic-related challenges in their different roles, especially those used for their language teaching role; coping strategies are understood as a repertoire of behaviors in response to incidents that can be stressful for the subject, possible challenging events or situations that involve emotions with behaviors and decision-making of people which are used in order to find a meaning or positive result (Lazarus &Folkman, 1986) Following a qualitative-case study design, we gathered the data through a survey and a focus group interview with the participant teachers who work at a public language school in southern Colombia. Preliminary findings indicate that the circumstances that emerged as a result of the pandemic lockdown affected the participants in different ways, including financial, personal, family, health, and work-related issues. Among the strategies that participants found valuable to deal with the novel circumstances, we can highlight the reorganization of the household and work tasks and the increased awareness of time management for the household, work, and leisure. Additionally, we were able to evidence that the participants faced the circumstances with a positive view. Finally, in order to cope with their teaching duties, some participants acknowledged their lack of computer or technology literacy in order to deliver their classes online, which made them find support from their students or more knowledgeable peers to cope with it. Others indicated that they used strategies such as self-learning in order to get acquainted and be able to use the different technological tools and web-based platforms available.

Keywords: coping strategies, language teaching, female teachers, pandemic lockdown

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Authors: Ramandeep Behl, Prashanth Maroju, S. S. Motsa

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In this paper, we study the semilocal convergence of a fifth order iterative method using recurrence relation under the assumption that first order Fréchet derivative satisfies the Hölder condition. Also, we calculate the R-order of convergence and provide some a priori error bounds. Based on this, we give existence and uniqueness region of the solution for a nonlinear Hammerstein integral equation of the second kind.

Keywords: Holder continuity condition, Frechet derivative, fifth order convergence, recurrence relations

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Authors: T. Toathom, M. Munlin, P. Sugunnasil

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The traveling salesman problem (TSP) is one of the best-known problems in optimization problem. There are many research regarding the TSP. One of the most usage tool for this problem is the genetic algorithm (GA). The chromosome of the GA for TSP is normally encoded by the order of the visited city. However, the traditional chromosome encoding scheme has some limitations which are twofold: the large solution space and the inability to encapsulate some information. The number of solution for a certain problem is exponentially grow by the number of city. Moreover, the traditional chromosome encoding scheme fails to recognize the misplaced correct relation. It implies that the tradition method focuses only on exact solution. In this work, we relax some of the concept in the GA for TSP which is the exactness of the solution. The proposed work exploits the relation between cities in order to reduce the solution space in the chromosome encoding. In this paper, a second order GA is proposed to solve the TSP. The term second order refers to how the solution is encoded into chromosome. The chromosome is divided into 2 types: the high order chromosome and the low order chromosome. The high order chromosome is the chromosome that focus on the relation between cities such as the city A should be visited before city B. On the other hand, the low order chromosome is a type of chromosome that is derived from a high order chromosome. In other word, low order chromosome is encoded by the traditional chromosome encoding scheme. The genetic operation, mutation and crossover, will be performed on the high order chromosome. Then, the high order chromosome will be mapped to a group of low order chromosomes whose characteristics are satisfied with the high order chromosome. From the mapped set of chromosomes, the champion chromosome will be selected based on the fitness value which will be later used as a representative for the high order chromosome. The experiment is performed on the city data from TSPLIB.

Keywords: genetic algorithm, traveling salesman problem, initial population, chromosomes encoding

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Authors: L. Bouzina, A. Bensafi, M. Duval, C. Mathis, M. Rawiso

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We study the stability and structural properties of mixtures of model nanoparticles and non-adsorbing polymers in the 'protein limit', where the size of polymers exceeds the particle size substantially. We have synthesized in institute (Charles Sadron Strasbourg) model nanoparticles by coating fullerene C60 molecules with low molecular weight polystyrene (PS) chains (6 PS chains with a degree of polymerization close to 25 and 50 are grafted on each fullerene C60 molecule. We will present a Small Angle Neutron scattering (SANS) study of Tetrahydrofuran (THF) solutions involving long polystyrene (PS) chains and fullerene (C60) nanoparticles. Long PS chains and C60 nanoparticles with different arm lengths were synthesized either hydrogenated or deuteriated. They were characterized through Size Exclusion Chromatography (SEC) and Quasielastic Light Scattering (QLS). In this way, the solubility of the C60 nanoparticles in the usual good solvents of PS was controlled. SANS experiments were performed by use of the contrast variation method in order to measure the partial scattering functions related to both components. They allow us to obtain information about the dispersion state of the C60 nanoparticles as well as the average conformation of the long PS chains. Specifically, they show that the addition of long polymer chains leads to the existence of an additional attractive interaction in between soft nanoparticles.

Keywords: fulleren nanoparticles, polymer, small angle neutron scattering, solubility

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Authors: Ru-Yu Lien, Shih-Hsin Hung, Shu-Fen Lu, Shu-I Chin, Wen-Ju Yang, Wan Ming-Shang, Chien-Ying Wang

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Background: Upon recovery from critical condition, patients are normally transferred from the intensive care units (ICUs) to the general wards. However, transferring patients to a new environment causes stressful experiences for both patients and their families. Therefore, there is a necessity to communicate with the patients and their families to reduce psychological stress and unplanned return. Methods: This study was performed in the general ICUs from January 1, 2021, to December 31, 2021, in Taipei Veteran General Hospital. The patients who were evaluated by doctors and liaison nurses transferred to the general wards were selected as the research objects and ranked by the Critical Care Transition Program (CCTP). The plan was applied to 40 patients in a study group and usual care support for a control group of 40 patients. The psychological condition of patients was evaluated by a migration stress scale and a hospital anxiety and depression scale. In addition, the rate of return to ICU was also measured. Results: A total of 63 patients out of 80 (78.8%) experienced moderate to severe degrees of anxiety, and 42 patients (52.6%) experienced moderate to severe degrees of depression before being transferred. The difference between anxiety and depression changed more after the transfer; moreover, when a transition program was applied, it was lower than without a transition program. The return to ICU rate in the study group was lower than in the usual transition group, with an adjusted odds ratio of 0.21 (95% confidence interval: 0.05-0.888, P=0.034). Conclusion: Our study found that the transfer program could reduce the anxiety and depression of patients and the associated stress on their families during the transition from ICU. Before being transferred out of ICU, the healthcare providers need to assess the needs of patients to set the goals of the care plan and perform patient-centered decision-making with multidisciplinary support.

Keywords: ICU, critical care transition program, healthcare, transition program

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Authors: Taha Benarbia, Kay W. Axhausen, Anugrah Ilahi

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Electric car sharing system as ecologic transportation increasing in the world. The complexity of managing electric car sharing systems, especially one-way trips and battery autonomy have direct influence to on supply and demand of system. One must be able to precisely model the demand and supply of these systems to better operate electric car sharing and estimate its effect on mobility management and the accessibility that it provides in urban areas. In this context, our work focus to develop performances optimization model of the system based on discrete event simulation and stochastic Petri net. The objective is to search optimal decisions and management parameters of the system in order to fulfil at best demand while minimizing undesirable situations. In this paper, we present new model of electric cars sharing with relocation based on monitoring system. The proposed approach also help to precise the influence of battery charging level on the behaviour of system as important decision parameter of this complex and dynamical system.

Keywords: electric car-sharing systems, smart mobility, Petri nets modelling, discrete event simulation

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Authors: Mohammed Habchi, Sidi Mohammed Mesli, Rafik Benallal, Mohammed Kotbi

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On the basis of four partial correlation functions and some geometric constraints obtained from neutron scattering experiments, a Reverse Monte Carlo (RMC) simulation has been performed in the study of the aqueous electrolyte LiCl6H2O at the glassy state. The obtained 3-dimensional model allows computing pair radial and orientational distribution functions in order to explore the structural features of the system. Unrealistic features appeared in some coordination peaks. To remedy to this, we use the Hybrid Reverse Monte Carlo (HRMC), incorporating an additional energy constraint in addition to the usual constraints derived from experiments. The energy of the system is calculated using an Environment Dependence Interaction Potential (EDIP). Ions effects is studied by comparing correlations between water molecules in the solution and in pure water at room temperature Our results show a good agreement between experimental and computed partial distribution functions (PDFs) as well as a significant improvement in orientational distribution curves.

Keywords: LiCl6H2O, glassy state, RMC, HRMC

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Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges

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Authors: Zia Ul Haq, Saleem Muhammad, Naeem Ullah, Abbas Shah, Abdullah Shah

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Pakistan being the developing country is facing double burden of communicable and non-communicable disease. The aspect of secondary prevention of ischemic heart disease in developing countries is the dire need for public health specialists, clinicians and policy makers. There is some evidence that psychotherapeutic measures, including psychotherapy, recreation, exercise and stress management training have positive impact on secondary prevention of cardiovascular diseases but there are some contradictory findings as well. Cardiac rehabilitation program (CRP) has not yet fully implemented in Pakistan. Psychological, physical and specific health-related quality of life (HRQoL) outcomes needs assessment with respect to its practicality, effectiveness, and success. Objectives: To determine the effect of cardiac rehabilitation program (CRP) on the health-related quality of life (HRQoL) measures of post MI patients compared to the usual care. Hypothesis: Post MI patients who receive the interventions (CRP) will have better HRQoL as compared to those who receive the usual cares. Methods: The randomized control trial was conducted at a Cardiac Rehabilitation Unit of Lady Reading Hospital (LRH), Peshawar. LRH is the biggest hospital of the Province Khyber Pakhtunkhwa (KP). A total 206 participants who had recent first myocardial infarction were inducted in the study. Participants were randomly allocated into two group i.e. usual care group (UCG) and cardiac rehabilitation group (CRG) by permuted-block randomization (PBR) method. CRP was conducted in CRG in two phases. Three HRQoL outcomes i.e. general health questionnaire (GHQ), self-rated health (SRH) and MacNew quality of life after myocardial infarction (MacNew QLMI) were assessed at baseline and follow-up visits among both groups. Data were entered and analyzed by appropriate statistical test in STATA version 12. Results: A total of 195 participants were assessed at the follow-up period due to lost-to-follow-up. The mean age of the participants was 53.66 + 8.3 years. Males were dominant in both groups i.e. 150 (76.92%). Regarding educational status, majority of the participants were illiterate in both groups i.e. 128 (65.64%). Surprisingly, there were 139 (71.28%) who were non-smoker on the whole. The comorbid status was positive in 120 (61.54%) among all the patients. The SRH at follow-up among UCG and CRG was 4.06 (95% CI: 3.93, 4.19) and 2.36 (95% CI: 2.2, 2.52) respectively (p<0.001). GHQ at the follow-up of UCG and CRG was 20.91 (95% CI: 18.83, 21.97) and 7.43 (95% CI: 6.59, 8.27) respectively (p<0.001). The MacNew QLMI at follow-up of UCG and CRG was 3.82 (95% CI: 3.7, 3.94) and 5.62 (95% CI: 5.5, 5.74) respectively (p<0.001). All the HRQoL measures showed strongly significant improvement in the CRG at follow-up period. Conclusion: HRQOL improved in post MI patients after comprehensive CRP. Education of the patients and their supervision is needed when they are involved in their rehabilitation activities. It is concluded that establishing CRP in cardiac units, recruiting post-discharged MI patients and offering them CRP does not impose high costs and can result in significant improvement in HRQoL measures. Trial registration no: ACTRN12617000832370

Keywords: cardiovascular diseases, cardiac rehabilitation, health-related quality of life, HRQoL, myocardial infarction, quality of life, QoL, rehabilitation, randomized control trial

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Authors: M. Mulumpwa, W. W. L. Jere, M. Lazaro, A. H. N. Mtethiwa

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The study considered Seasonal Autoregressive Integrated Moving Average (SARIMA) processes to select an appropriate stochastic model to forecast the monthly data from the Lake Malawi water levels for the period 1986 through 2015. The appropriate model was chosen based on SARIMA (p, d, q) (P, D, Q)S. The Autocorrelation function (ACF), Partial autocorrelation (PACF), Akaike Information Criteria (AIC), Bayesian Information Criterion (BIC), Box–Ljung statistics, correlogram and distribution of residual errors were estimated. The SARIMA (1, 1, 0) (1, 1, 1)12 was selected to forecast the monthly data of the Lake Malawi water levels from August, 2015 to December, 2021. The plotted time series showed that the Lake Malawi water levels are decreasing since 2010 to date but not as much as was the case in 1995 through 1997. The future forecast of the Lake Malawi water levels until 2021 showed a mean of 474.47 m ranging from 473.93 to 475.02 meters with a confidence interval of 80% and 90% against registered mean of 473.398 m in 1997 and 475.475 m in 1989 which was the lowest and highest water levels in the lake respectively since 1986. The forecast also showed that the water levels of Lake Malawi will drop by 0.57 meters as compared to the mean water levels recorded in the previous years. These results suggest that the Lake Malawi water level may not likely go lower than that recorded in 1997. Therefore, utilisation and management of water-related activities and programs among others on the lake should provide room for such scenarios. The findings suggest a need to manage the Lake Malawi jointly and prudently with other stakeholders starting from the catchment area. This will reduce impacts of anthropogenic activities on the lake’s water quality, water level, aquatic and adjacent terrestrial ecosystems thereby ensuring its resilience to climate change impacts.

Keywords: forecasting, Lake Malawi, water levels, water level fluctuation, climate change, anthropogenic activities

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Authors: Ana M. Korol, Bibiana Riquelme, Osvaldo A. Rosso

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Since erythrocyte deformability analysis is mostly qualitative, the development of quantitative nonlinear methods is crucial for restricting subjectivity in the study of cell behaviour. An electro-optic mechanic system called erythrodeformeter has been developed and constructed in our laboratory in order to evaluate the erythrocytes' viscoelasticity. A numerical method formulated on the basis of fractal approximation for ordinary (OBM) and fractionary Brownian motion (FBM), as well as wavelet transform analysis, are proposed to distinguish chaos from noise based on the assumption that diffractometric data involves both deterministic and stochastic components, so it could be modelled as a system of bounded correlated random walk. Here we report studies on 25 donors: 4 alpha thalassaemic patients, 11 beta thalassaemic patients, and 10 healthy controls non-alcoholic and non-smoker individuals. The Correlation Coefficient, a nonlinear parameter, showed evidence of the changes in the erythrocyte deformability; the Wavelet Entropy could quantify those differences which are detected by the light diffraction patterns. Such quantifiers allow a good deal of promise and the possibility of a better understanding of the rheological erythrocytes aspects and also could help in clinical diagnosis.

Keywords: red blood cells, deformability, nonlinear dynamics, chaos theory, wavelet trannsform

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Authors: Dilesh Indorkar

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The aromatic, six membered ring containing three nitrogen atoms are known as triazines. Three triazines are theoretically possible, 1,3,5-triazine, 1,2,4-triazine and 1,2,3-triazine[1]. The 1,3,5-triazines are amongst the oldest known organic compounds. Originally they were called the symmetric triazines. Usuelly abbreviated to s- or sys triazines. The numbering follows the usual convention of beginning at the hetero atom as shown for the parent compound 1,3,5-triazine (I). The triazine rings, each contain 6 pi electrons which fill three bonding molecular orbital there are also three pairs of non bonding electrons in each molecule which are responsible for basic properties of the compounds.

Keywords: s-triazine, thiazoline, isoxazoline, benzoxazine heterocyclic

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Authors: S. Rozhkova, O. Rozhkova, A. Harlova, V. Lasukov

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For optimal unbiased filter as mean-square and in the case of functioning anomalous noises in the observation memory channel, we have proved insensitivity of filter to inaccurate knowledge of the anomalous noise intensity matrix and its equivalence to truncated filter plotted only by non anomalous components of an observation vector.

Keywords: mathematical expectation, filtration, anomalous noise, memory

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Authors: Olga Biedova, Victoria Steblovskaya, Kai Wallbaum

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In the current capital market environment, investors constantly face the challenge of finding a successful and stable investment mechanism. Highly volatile equity markets and extremely low bond returns bring about the demand for sophisticated yet reliable risk management strategies. Investors are looking for risk management solutions to efficiently protect their investments. This study compares a classic Constant Proportion Portfolio Insurance (CPPI) strategy to a Volatility Target portfolio insurance (VTPI). VTPI is an extension of the well-known Option Based Portfolio Insurance (OBPI) to the case where an embedded option is linked not to a pure risky asset such as e.g., S&P 500, but to a Volatility Target (VolTarget) portfolio. VolTarget strategy is a recently emerged rule-based dynamic asset allocation mechanism where the portfolio’s volatility is kept under control. As a result, a typical VTPI strategy allows higher participation rates in the market due to reduced embedded option prices. In addition, controlled volatility levels eliminate the volatility spread in option pricing, one of the frequently cited reasons for OBPI strategy fall behind CPPI. The strategies are compared within the framework of the stochastic dominance theory based on numerical simulations, rather than on the restrictive assumption of the Black-Scholes type dynamics of the underlying asset. An extended comparative quantitative analysis of performances of the above investment strategies in various market scenarios and within a range of input parameter values is presented.

Keywords: CPPI, portfolio insurance, stochastic dominance, volatility target

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Authors: Wakayama Shunya, Okubo Kazuya, Fujii Toru, Sakata Daisuke, Kado Noriyuki, Furutachi Hiroshi

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The purpose of this study is to propose an effective method to improve frictional coefficient of modified shoe rubber soles with added glass fibers onto the icy and snowy road surfaces in order to prevent slip-and-fall accidents by the users. Added fibers in the rubber were uniformly tilted to the perpendicular direction of the frictional surface, where tilting angle was -60, -30, +30, +60, 90 degrees and 0 for usual specimen, respectively. It was found that horizontal arraignment was effective to improve the frictional coefficient when glass fibers were embedded in the shoe rubber, while the standing in normal direction of the embedded glass fibers on the shoe surface was also effective to do that once after they were exposed from the shoe rubber with its abrasion. These improvements were explained by the increase of stiffness against the shear deformation of the rubber at the critical frictional state and the enlargement of resistance force for extracting exposed fibers from the ice and snow, respectively. Current study suggested that effective arraignments in the tilting angle of the added fibers should be applied in designing rubber shoe soles to keep the safeties for uses in regions of cold climates.

Keywords: frictional coefficient, shoe soles, icy and snowy road, glass fibers, tilting angle

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Authors: Hatem Mrad, Alban Notin, Mohamed Bouazara

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Sheet metal forming process has a multiple successive steps starting from sheets fixation to sheets evacuation. Often after forming operation, the sheet has defects requiring additional corrections steps. For example, in the drawing process, the formed sheet may have several defects such as springback, localized thinning and bends. All these defects are directly dependent on process, geometric and material parameters. The prediction and elimination of these defects requires the control of most sensitive parameters. The present study is concerned with a reliable parametric study of deep forming process in order to control the localized thinning. The proposed approach will be based on stochastic finite element method. Especially, the polynomial Chaos development will be used to establish a reliable relationship between input (process, geometric and material parameters) and output variables (sheet thickness). The commercial software Abaqus is used to conduct numerical finite elements simulations. The automatized parametrical modification is provided by coupling a FORTRAN routine, a PYTHON script and input Abaqus files.

Keywords: sheet metal forming, reliability, localized thinning, parametric simulation

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Authors: Aref Ghafouri, Mohammad javad Mollakazemi, Farhad Asadi

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In this paper, model order reduction method is used for approximation in linear and nonlinearity aspects in some experimental data. This method can be used for obtaining offline reduced model for approximation of experimental data and can produce and follow the data and order of system and also it can match to experimental data in some frequency ratios. In this study, the method is compared in different experimental data and influence of choosing of order of the model reduction for obtaining the best and sufficient matching condition for following the data is investigated in format of imaginary and reality part of the frequency response curve and finally the effect and important parameter of number of order reduction in nonlinear experimental data is explained further.

Keywords: frequency response, order of model reduction, frequency matching condition, nonlinear experimental data

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Authors: Khaled Salah

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Model order reduction has been one of the most challenging topics in the past years. In this paper, a hybrid solution of genetic algorithm (GA) and simulated annealing algorithm (SA) are used to approximate high-order transfer functions (TFs) to lower-order TFs. In this approach, hybrid algorithm is applied to model order reduction putting in consideration improving accuracy and preserving the properties of the original model which are two important issues for improving the performance of simulation and computation and maintaining the behavior of the original complex models being reduced. Compared to conventional mathematical methods that have been used to obtain a reduced order model of high order complex models, our proposed method provides better results in terms of reducing run-time. Thus, the proposed technique could be used in electronic design automation (EDA) tools.

Keywords: genetic algorithm, simulated annealing, model reduction, transfer function

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Authors: Seyedehsomayeh Hosseini

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Much attention has been paid over centuries to understanding and solving the problem of minimization of functions. Compared to linear programming and nonlinear unconstrained optimization problems, nonlinear constrained optimization problems are much more difficult. Since the procedure of finding an optimizer is a search based on the local information of the constraints and the objective function, it is very important to develop techniques using geometric properties of the constraints and the objective function. In fact, differential geometry provides a powerful tool to characterize and analyze these geometric properties. Thus, there is clearly a link between the techniques of optimization on manifolds and standard constrained optimization approaches. Furthermore, there are manifolds that are not defined as constrained sets in R^n an important example is the Grassmann manifolds. Hence, to solve optimization problems on these spaces, intrinsic methods are used. In a nondifferentiable problem, the gradient information of the objective function generally cannot be used to determine the direction in which the function is decreasing. Therefore, techniques of nonsmooth analysis are needed to deal with such a problem. As a manifold, in general, does not have a linear structure, the usual techniques, which are often used in nonsmooth analysis on linear spaces, cannot be applied and new techniques need to be developed. This paper presents necessary and sufficient conditions for a strict local minimum of extended real-valued, nonsmooth functions defined on Riemannian manifolds.

Keywords: Riemannian manifolds, nonsmooth optimization, lower semicontinuous functions, subdifferential

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Authors: Mohamed Hassan Abdullahi

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Decomposition is used as a synthesis tool in several physical systems. It can also be used for tearing and restructuring, which is large-scale system analysis. On the other hand, the commutativity of series-connected systems has fascinated the interest of researchers, and its advantages have been emphasized in the literature. The presentation looks into the necessary conditions for decomposing any third-order discrete-time linear time-varying system into a commutative pair of first- and second-order systems. Additional requirements are derived in the case of nonzero initial conditions. MATLAB simulations are used to verify the findings. The work is unique and is being published for the first time. It is critical from the standpoints of synthesis and/or design. Because many design techniques in engineering systems rely on tearing and reconstruction, this is the process of putting together simple components to create a finished product. Furthermore, it is demonstrated that regarding sensitivity to initial conditions, some combinations may be better than others. The results of this work can be extended for the decomposition of fourth-order discrete-time linear time-varying systems into lower-order commutative pairs, as two second-order commutative subsystems or one first-order and one third-order commutative subsystems.

Keywords: commutativity, decomposition, discrete time-varying systems, systems

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Authors: M. T. Alodat

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In this paper, we propose a mechanism for skewing any symmetric distribution. The new distribution is called the deflation-inflation distribution (DID). We discuss some statistical properties of the DID such moments, stochastic representation, log-concavity. Also we fit the distribution to real data and we compare it to normal distribution and Azzlaini's skew normal distribution. Numerical results show that the DID fits the the tree ring data better than the other two distributions.

Keywords: normal distribution, moments, Fisher information, symmetric distributions

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Authors: Paffrath Meinhard, Zhou Yayun, Guo Yiqing, Ertl Harald

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Winding geometry design is an important part of power transformer electrical design. Conventionally, the winding geometry is designed manually, which is a time-consuming job because it involves many iteration steps in order to meet all cost, manufacturing and electrical requirements. Here a method is presented which automatically generates the winding geometry for given user parameters and allows the user to interactively set and change parameters. To achieve this goal, the winding problem is transferred to a mixed integer nonlinear optimization problem. The relevant geometrical design parameters are defined as optimization variables. The cost and other requirements are modeled as constraints. For the solution, a stochastic ant colony optimization algorithm is applied. It is well-known, that an optimizer can get stuck in a local minimum. For the winding problem, we present efficient strategies to come out of local minima, furthermore a reduced variable search range helps to accelerate the solution process. Numerical examples show that the optimization result is delivered within seconds such that the user can interactively change the variable search area and constraints to improve the design.

Keywords: ant colony optimization, mixed integer nonlinear programming, power transformer, winding design

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Authors: Paul Rowley, Adam Thirkill, Nick Doylend, Philip Leicester, Becky Gough

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The dynamic performance of all energy generation technologies is impacted to varying degrees by the stochastic properties of the wider system within which the generation technology is located. This stochasticity can include the varying nature of ambient renewable energy resources such as wind or solar radiation, or unpredicted changes in energy demand which impact upon the operational behaviour of thermal generation technologies. An understanding of these stochastic impacts are especially important in contexts such as highly distributed (or embedded) generation, where an understanding of issues affecting the individual or aggregated performance of high numbers of relatively small generators is especially important, such as in ESCO projects. Probabilistic evaluation of monitored or simulated performance data is one technique which can provide an insight into the dynamic performance characteristics of generating systems, both in a prognostic sense (such as the prediction of future performance at the project’s design stage) as well as in a diagnostic sense (such as in the real-time analysis of underperforming systems). In this work, we describe the development, application and outcomes of a new approach to the acquisition of datasets suitable for use in the subsequent performance and impact analysis (including the use of Bayesian approaches) for a number of distributed generation technologies. The application of the approach is illustrated using a number of case studies involving domestic and small commercial scale photovoltaic, solar thermal and natural gas boiler installations, and the results as presented show that the methodology offers significant advantages in terms of plant efficiency prediction or diagnosis, along with allied environmental and social impacts such as greenhouse gas emission reduction or fuel affordability.

Keywords: renewable energy, dynamic performance simulation, Bayesian analysis, distributed generation

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Authors: Mohammed Abu Shquier

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This paper introduces a word segmentation method using the novel BP-LSTM-CRF architecture for processing semantic output training. The objective of web morphological analysis tools is to link a formal morpho-syntactic description to a lemma, along with morpho-syntactic information, a vocalized form, a vocalized analysis with morpho-syntactic information, and a list of paradigms. A key objective is to continuously enhance the proposed system through an inductive learning approach that considers semantic influences. The system is currently under construction and development based on data-driven learning. To evaluate the tool, an experiment on homograph analysis was conducted. The tool also encompasses the assumption of deep binary segmentation hypotheses, the arbitrary choice of trigram or n-gram continuation probabilities, language limitations, and morphology for both Modern Standard Arabic (MSA) and Dialectal Arabic (DA), which provide justification for updating this system. Most Arabic word analysis systems are based on the phonotactic morpho-syntactic analysis of a word transmitted using lexical rules, which are mainly used in MENA language technology tools, without taking into account contextual or semantic morphological implications. Therefore, it is necessary to have an automatic analysis tool taking into account the word sense and not only the morpho-syntactic category. Moreover, they are also based on statistical/stochastic models. These stochastic models, such as HMMs, have shown their effectiveness in different NLP applications: part-of-speech tagging, machine translation, speech recognition, etc. As an extension, we focus on language modeling using Recurrent Neural Network (RNN); given that morphological analysis coverage was very low in dialectal Arabic, it is significantly important to investigate deeply how the dialect data influence the accuracy of these approaches by developing dialectal morphological processing tools to show that dialectal variability can support to improve analysis.

Keywords: NLP, DL, ML, analyser, MSA, RNN, CNN

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Authors: Hideaki Endo, Mika Goto

Abstract:

The global outbreak of the COVID-19 pandemic has seriously affected railway businesses. The number of railway passengers decreased due to the decline in the number of commuters and business travelers to avoid crowded trains and a sharp drop in inbound tourists visiting Japan. This has affected not only railway businesses but also related businesses, including hotels, leisure businesses, and retail businesses at station buildings. In 2021, the companies were divided into profitable and loss-making companies. This division suggests that railway companies, particularly loss-making companies, needed to decrease operational inefficiency. To measure the impact of COVID-19 and discuss the sustainable management strategies of railway companies, we examine the cost inefficiency of Japanese listed railway companies by applying stochastic frontier analysis (SFA) to their operational and financial data. First, we employ the stochastic frontier cost function approach to measure inefficiency. The cost frontier function is formulated as a Cobb–Douglas type, and we estimated parameters and variables for inefficiency. This study uses panel data comprising 26 Japanese-listed railway companies from 2005 to 2020. This period includes several events deteriorating the business environment, such as the financial crisis from 2007 to 2008 and the Great East Japan Earthquake of 2011, and we compare those impacts with those of the COVID-19 pandemic after 2020. Second, we identify the characteristics of the best-practice railway companies and examine the drivers of cost inefficiencies. Third, we analyze the factors influencing cost inefficiency by comparing the profiles of the top 10 railway companies and others before and during the pandemic. Finally, we examine the relationship between cost inefficiency and the implementation of efficiency measures for each railway company. We obtained the following four findings. First, most Japanese railway companies showed the lowest cost inefficiency (most efficient) in 2014 and the highest in 2020 (least efficient) during the COVID-19 pandemic. The second worst occurred in 2009 when it was affected by the financial crisis. However, we did not observe a significant impact of the 2011 Great East Japan Earthquake. This is because no railway company was influenced by the earthquake in this operating area, except for JR-EAST. Second, the best-practice railway companies are KEIO and TOKYU. The main reason for their good performance is that both operate in and near the Tokyo metropolitan area, which is densely populated. Third, we found that non-best-practice companies had a larger decrease in passenger kilometers than best-practice companies. This indicates that passengers made fewer long-distance trips because they refrained from inter-prefectural travel during the pandemic. Finally, we found that companies that implement more efficiency improvement measures had higher cost efficiency and they effectively used their customer databases through proactive DX investments in marketing and asset management.

Keywords: COVID-19 pandemic, stochastic frontier analysis, railway sector, cost efficiency

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Authors: José M Martín-Moreno, Rafaela Pérez, Jesús Ruiz

Abstract:

In this paper we use a small open economy Dynamic Stochastic General Equilibrium Model (DSGE) for the Spanish economy to search for a deeper characterization of the determinants of Spain’s macroeconomic fluctuations throughout the period 1970-2008. In order to do this, we distinguish between tradable and non-tradable goods to take into account the fact that the presence of non-tradable goods in this economy is one of the largest in the world. We estimate a DSGE model with supply and demand shocks (sectorial productivity, public spending, international real interest rate and preferences) using Kalman Filter techniques. We find the following results. First of all, our variance decomposition analysis suggests that 1) the preference shock basically accounts for private consumption volatility, 2) the idiosyncratic productivity shock accounts for non-tradable output volatility, and 3) the sectorial productivity shock along with the international interest rate both greatly account for tradable output. Secondly, the model closely replicates the time path observed in the data for the Spanish economy and finally, the model captures the main cyclical qualitative features of this economy reasonably well.

Keywords: business cycle, DSGE models, Kalman filter estimation, small open economy

Procedia PDF Downloads 392

Authors: Ahmed Soltan, Ahmed G. Radwan, Ahmed M. Soliman

Abstract:

This work aims to generalize the integer order Sallen-Key filters into the fractional-order domain. The analysis in the case of two different fractional-order elements introduced where the general transfer function becomes four terms which are unusual in the conventional case. In addition, the effect of the transfer function parameters on the filter poles and hence the stability is introduced and closed forms for the filter critical frequencies are driven. Finally, different examples of the fractional order Sallen-Key filter design are presented with circuit simulations using ADS where a great matching between the numerical and simulation results is obtained.

Keywords: Sallen-Key, fractance, stability, low-pass filter, analog filter

Procedia PDF Downloads 680

Authors: T. A. Biala

Abstract:

This paper deals with the numerical integration of the general second order multipoint boundary value problems. This has been achieved by the development of a continuous linear multistep method (LMM). The continuous LMM is used to construct a main discrete method to be used with some initial and final methods (also obtained from the continuous LMM) so that they form a discrete analogue of the continuous second order boundary value problems. These methods are used as boundary value methods and adapted to cope with the integration of the general second order multipoint boundary value problems. The convergence, the use and the region of absolute stability of the methods are discussed. Several numerical examples are implemented to elucidate our solution process.

Keywords: linear multistep methods, boundary value methods, second order multipoint boundary value problems, convergence

Procedia PDF Downloads 356

Authors: P. Selyshchev

Abstract:

We consider fluctuations of defects density taking into account their interaction. Stochastic field of displacement generation rate gives random defect distribution. We determinate statistical characteristics (mean and dispersion) of random field of point defect distribution as function of defect generation parameters, temperature and properties of irradiated crystal.

Keywords: irradiation, primary defects, interaction, fluctuations

Procedia PDF Downloads 318

Authors: Daidai Shen, Jean Claude Thill, Wenjia Zhang

Abstract:

This study explores the dynamics of synergy and complementarity within city networks, specifically focusing on the headquarters-subsidiary relations of firms. We begin by defining these two types of networks and establishing their pivotal roles in shaping city network structures. Utilizing the mesoscale analytic approach of weighted stochastic block modeling, we discern relational patterns between city pairs and determine connection strengths through statistical inference. Furthermore, we introduce a community detection approach to uncover the underlying structure of these networks using advanced statistical methods. Our analysis, based on comprehensive network data up to 2017, reveals the coexistence of both complementarity and synergy networks within China’s technology-intensive manufacturing cities. Notably, firms in technology hardware and office & computing machinery predominantly contribute to the complementarity city networks. In contrast, a distinct synergy city network, underpinned by the cities of Suzhou and Dongguan, emerges amidst the expansive complementarity structures in technology hardware and equipment. These findings provide new insights into the relational dynamics and structural configurations of city networks in the context of technology-intensive manufacturing, highlighting the nuanced interplay between synergy and complementarity.

Keywords: city system, complementarity, synergy network, higher-order network

Procedia PDF Downloads 17